Thrivent Small-Mid Cap Equity ETF EGARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:15.85% (-0.17%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0146 | 0.79 | |
| 0.0434 | 5.58 | |
| 0.9772 | 122.66 | |
| -0.0925 | -10.91 |
Estimation Period:
Oct 5, 2022 to Feb 6, 2026
Oct 5, 2022 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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